SecurityUS86267XAA28 / Strata CLO I Ltd - 9.9% 2031-01-15
InstitutionBlackrock Multi-sector Opportunities Trust
Latest Disclosed Value $ 500,793
Blackrock Multi-sector Opportunities Trust ownership in US86267XAA28 / Strata CLO I Ltd

2024-02-26 - Blackrock Multi-sector Opportunities Trust has filed a NPORT-P form disclosing ownership of Strata CLO I Ltd (KY:US86267XAA28) valued at $500,793 USD as of 2023-12-31. Blackrock Multi-sector Opportunities Trust had filed a previous NPORT-P on 2023-11-28 disclosing shares of Strata CLO I Ltd valued at of $490,103 USD. This represents a change in value of 2.04 percent during the quarter.

Institutional Ownership: 13F and NPORT Filings

The Security and Class in the table below are shown exactly as filed by the investor. We do our best to track continuity of investments through acquisitions, and this will be reflected in the table as changes in names. In addition to descriptive data, performance of the investment is shown over time. To calculate quarterly performance, we first calculate cost basis of the shares purchased during the quarter, then use that to calculate gross profit. Quarterly return is Gross Profit / Starting Portfolio value.

Note that cost basis is calculated and stored in thousands, so small quarterly changes in shares frequently result in a cost basis of zero.

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Disclosed Equity Positions (from 13F/NPORT Filings)
File
Date
Effective
Date
Form Security Class ID Avg Price
Paid (Est)
Reported
Shares
ΔShares ΔShares
(%)
Reported
Value
(x1000)
ΔValue
(%)
Alloc
(%)
ΔAlloc ΔAlloc (%) Cost Basis
(x1000)
Unrealized
Gain/Loss
(x1000)
2024-02-26 2023-12-31 NP Strata CLO I ABS-CBDO US86267XAA28 501 2.04 0.3025
2023-11-28 2023-09-30 NP Strata CLO I ABS-CBDO US86267XAA28 490 4.48 0.2689
2023-08-25 2023-06-30 NP Strata CLO I ABS-CBDO US86267XAA28 469 1.96 0.2473
2023-05-26 2023-03-31 NP Strata CLO I ABS-CBDO US86267XAA28 460 4.55 0.2253
2023-02-27 2022-12-31 NP Strata CLO I ABS-CBDO US86267XAA28 441 -3.72 0.2061
2022-11-25 2022-09-30 NP Strata CLO I ABS-CBDO US86267XAA28 458 -4.59 0.2081
2022-08-25 2022-06-30 NP Strata CLO I ABS-CBDO US86267XAA28 479 -0.83 0.2021
2022-05-26 2022-03-31 NP Strata CLO I ABS-CBDO US86267XAA28 484 0.42 0.1729
2022-02-25 2021-12-31 NP Strata CLO I ABS-CBDO US86267XAA28 482 0.42 0.1526
2021-11-24 2021-09-30 NP Strata CLO I ABS-CBDO US86267XAA28 480 1.70 0.1428
2021-08-26 2021-06-30 NP Strata CLO I ABS-CBDO US86267XAA28 471 0.86 0.1348
2021-05-27 2021-03-31 NP Strata CLO I ABS-CBDO US86267XAA28 468 1.52 0.1329
2021-02-25 2020-12-31 NP Strata CLO I ABS-CBDO US86267XAA28 460 6.98 0.1280
2020-11-25 2020-09-30 NP Strata CLO I ABS-CBDO US86267XAA28 430 12.57 0.1267
2020-08-27 2020-06-30 NP Strata CLO I ABS-CBDO US86267XAA28 382 -0.78 0.1131
2020-06-01 2020-03-31 NP Strata CLO I ABS-CBDO US86267XAA28 385 -16.12 0.1274
2020-02-27 2019-12-31 NP Strata CLO I ABS-CBDO 86267XAA2 460 -0.22 0.1070
2019-11-27 2019-09-30 NP STRATA CLO, LTD STRTA 2018 1A E 144A ABS-CBDO US86267XAA28 461 0.1061
Legend
Shares
The total number of shares held by the institution at the end of the reporting period (the effective date). This is provided in the filing.
Value
The total value of the shares as of the effective date. This is provided in the filing.
Avg. Share Price
The weighted average share price of the shares held by the institution. We use FIFO accounting to determine this price
Class
This is the security class as indicated by the filer. There are a variety of values for this field. Common values include "EC" = equity common, "EP" - equity preferred
Allocation (%)
The percent of the institution's portfolio that this position represents. This is provided in NPORT filings. For 13F filings, we calculate it.
Change in Allocation
The change in allocation from the prior reporting period. This is calculated as current allocation - prior allocation.
Change in Allocation (%)
The percent change in allocation from the prior reporting period. This is calculated as (current allocation - prior allocation) / prior allocation.
Cost Basis
The total cost of the shares held. This is calculated as reported shares * avg. share price
Unrealized Gain/Loss
This is the market value of the position as of the effective date minus the cost basis.